Bourbaki

Exercise 6, § 1

Functions of a Real Variable, IV, 200

Bourbaki marks this one as harder than the rest.

a) Let I=[0,+∞[I = [0, +\infty[; if ff is Lipschitz on I×EI \times E for a regulated function k(t)>0k(t) > 0 such that the integral ∫0+∞k(t)dt\int_0^{+\infty} k(t) dt converges, show that every integral of the equation x′=f(t,x)x' = f(t, x) is defined on all of II.

b) If further the integral ∫0+∞∥f(t,x0)∥dt\int_0^{+\infty} \|f(t, x_0)\| dt converges (for a certain point x0∈Ex_0 \in E), show that every integral of x′=f(t,x)x' = f(t, x) tends to a finite limit as tt tends to +∞+\infty (first show that every integral is bounded as tt tends to +∞+\infty).

Solution

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Transcribed from the printed volume. Not translated.